Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52029.29 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47906.22 Kr¶

PnL: ---------------------------------------> -1025.78 Kr¶

DD now: ---------------------------------> -2.054 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:32:30.295156'

Anic Portfolio¶

Today¶

Return: -0.088 %¶

This Week¶

Return: -0.548 %¶

Total portfolio value¶

Return including deposits: 70.331 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.670000 694.330000 55.330000 8.660000 638.999984
Biotage 4 1.920000 636.000000 33.000000 5.470000 603.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Gaming Innovation Group 161 1.550000 4210.150000 22.150000 0.530000 4187.999942
Embracer Group B 26 1.060000 681.720000 19.720000 2.980000 661.999988
SynAct Pharma 9 0.140000 658.800000 13.800000 2.140000 645.000003
Addtech B 3 -0.250000 713.400000 13.400000 1.910000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Volati 5 2.090000 585.000000 11.000000 1.920000 574.000000
Fortnox 10 0.060000 676.800000 8.800000 1.320000 668.000000
NCC B 7 0.800000 661.850000 7.850000 1.200000 653.999997
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
Svolder B 35 -0.560000 2180.500000 1.500000 0.070000 2179.000005
Latour B 2 -0.710000 448.800000 -0.200000 -0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
SCA A 4 1.500000 596.800000 -2.200000 -0.370000 599.000000
Indutrade 5 -1.170000 1313.000000 -7.000000 -0.530000 1320.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Addnode Group B 6 -2.530000 741.000000 -11.000000 -1.460000 751.999998
Investor B 3 -0.530000 645.300000 -12.700000 -1.930000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Lime Technologies 2 -3.950000 560.000000 -33.000000 -5.560000 593.000000
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.830000 3436.800000 -108.200000 -3.050000 3545.000000
New Wave B 40 0.320000 3772.000000 -144.000000 -3.680000 3916.000000
Sedana Medical 135 -0.330000 4120.200000 -210.800000 -4.870000 4330.999935
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47906.220000 -1025.780000 -2.05394% 48931.999868

Updated:¶

'2023-06-14 12:32:47.819460'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶